正型差分解的收敛性

我们考虑一阶非线性偏微分方程一类正型差分解,证明它的整体收敛性,其极限函数(有界变差函数类)是微分方程的弱解.[9]和[1]证明了Lax格式的收敛性,[11]曾证明2m 1五点线性正型差分解大范围的收敛性,在[5]中研究的是m=1情况下一类正     

解初值问题Y＇＇=g（x，y）的含参数块方法

引言 对于二阶常微分方程的初值问题 y＇＇=g（x,y）,y（x0）=y0,x0≤x≤T 的数值解法的研究引起人们的广泛兴趣．对于直接积分（1），自从1976年J．D．Lambert和I.A．waston[1]提出二阶P-稳定方法和1978年G．Dahlquist[2]证明P-稳定常系数线性多步方法的最高相容阶不超过的重要结论以来，截止目前，     

一类半线性热方程整体解的存在性与非存在性

本文研究半线性热方程的初值问题u_t－△u＝u~γ＋cu,（γ＞1）;u（x,0）=（x）非负整体L~P解的存在性与非存在性．首先证明,若C＞0,则不存在非负整体解．而后,对C＜0情形给出了解的整体存在与非存在的充分条件,特别证明了,若P＞（γ一1）或,则当。充分小时存在非负整体L~P解.最后,对系数C和初值（x）得到无穷多个门槛结果．     

齐次线性常微分方程通解结构定理注记

针对n阶齐次线性常微分方程通解结构定理证明教学中经常忽略的边值问题,给出一个新的证明过程,并讨论初值问题及边值问题的关系.     

Lax等价定理在非线性方面的推广

本文证明了，用差分法求解非线性发展方程的初值问题，当方程适定，在差分格式相容的条件下，稳定性等价于收敛性和逐点Lipschitz条件。从而推广了对线性发展方程成立的Lax等价定理。     

The Cubic B-Spline Method for a Class of Caputo-Fabrizio Fractional Differential Equations北大核心CSCD

基于分数阶微积分基本定理和三次B样条理论,构造了求解线性Caputo-Fabrizio型分数阶微分方程数值解的三次B样条方法,利用分数阶微积分基本定理将初值问题转化为关于解函数的表达式,再使用三次B样条函数逼近表达式中积分项的被积函数,进而计算了一类Caputo-Fabrizio型分数阶微分方程的数值解.给出了所构造的三次B样条方法的误差估计、收敛性和稳定性的理论证明.数值实验表明,该文数值方法在求解一类Caputo-Fabrizio型分数阶微分方程数值解时具有一定的可行性和有效性,且计算精度和计算效率优于现有的两种数值方法.     

线性非齐次微分方程（组）的算值解法

线性非齐次微分方程（组）的算值解法于桂珍（天津大学）根据线性非齐次微分方程（组）解的结构定理，线性非齐次微分方程（组）的通解等于对应的齐次方程（组）的通解加上非齐次方程（组）的一个特解。对于常系数线性方程（组）来说，当非齐次项为某些特殊形式时，可用待...     

Kolmogorov-Spieqel-Siveshinky方程大时间问题的Fourier拟谱逼近

该文讨论了Kolmogorov-Spieqel-Siveshinky方程的周期初值问题, 研究了半离散Fourier拟谱解的长时间行为, 证明了半离散系统的收敛性和整体吸引子的存在性. 构造了全离散的三层显式Fourier拟谱格式, 并证明了该格式的收敛性, 最后通过数值计算验证了格式的可信性. 数值结果表明: 该格式是长时间稳定并可取时间大步长. 作者模拟了方程的解在相空间的轨线, 得到了一些有意义的结论.     

倒向随机方程期权定价模型的一类随机算法

期权定价问题可以转化为对倒向随机微分方程的求解,进而转化为对相应抛物型偏微分方程的求解.为了求解与倒向随机微分方程相应的二阶拟线性抛物型微分方程初值问题,引入一类新的随机算法-分层方法取代传统的确定性数值算法.这种数值方法理论上是通过弱显式欧拉法,离散其相应随机系统解的概率表示而得到.该随机算法的收敛性在文中得到证明,其稳定性是自然的.并构造了易于数值实现的基于插值的算法,实证研究说明这种算法能很好地提供期权定价模型的数值模拟.     

三维涡度方程的谱-差分方法(Ⅱ)

本文是[1]的继续。本文中建立了一些半离散函数空间中的嵌入定理及其它估计式,然后应用能量法严格估计了[1](高等学校计算数学学报,1991,13(2))中的谱一差分格式的广义稳定性,并在一定条件下推出收敛性。本文所采用的证明方法可应用于其它非线性偏微分方程局部方向周期问题的数值解法。     

THE STABILITY AND CONVERGENCE OF COMPUTINGLONG-TIME BEHAVIOUR

1.IntroductionIn1978,Hcff[3]consideredthelong--timebehaviorcomputationofnonlinearreactiondiffusionequations,whichissupposedtohaveaninvariantregionS,i.e.anylocalsolutionarisingfromapointinSisconstrainedtoliein.Hcffconstructedafamilyoffinitdifferencesc...     

Convergence of the compressible magnetohydrodynamic equations to incompressible magnetohydrodynamic equations

In this paper, we study the incompressible limit of the three-dimensional compressible magnetohydrodynamic equations, which models the dynamics of compressible quasi-neutrally ionized fluids under the influence of electromagnetic fields. Based on the convergence-stability principle, we show that, when the Mach number, the shear viscosity coefficient, and the magnetic diffusion coefficient are sufficiently small, the initial-value problem of the model has a unique smooth solution in the time interval where the ideal incompressible magnetohydrodynamic equations have a smooth solution. When the latter has a global smooth solution, the maximal existence time for the former tends to infinity as the Mach number, the shear viscosity coefficient, and the magnetic diffusion coefficient go to zero. Moreover, we obtain the convergence of smooth solutions for the model forwards those for the ideal incompressible magnetohydrodynamic equations with a sharp convergence rate.     

Combined relaxation and non-relativistic limit of non-isentropic Euler–Maxwell equations

This paper is devoted to study the combined relaxation and non-relativistic limit of non-isentropic Euler–Maxwell equations with relaxation for semiconductors and plasmas. We prove that, as the relaxation time tends to zero and the light speed tends to infinite, periodic initial-value problem of a certain scaled non-isentropic Euler–Maxwell equations has unique smooth solution existing in the time interval where the corresponding classical driftdiffusion model has smooth solutions. It is shown that the relaxation regime plays a decisive role in the combined limit. Furthermore, the corresponding convergence rate is obtained.     

Combining Trust-Region Techniques and Rosenbrock Methods to Compute Stationary Points

Rosenbrock methods are popular for solving a stiff initial-value problem of ordinary differential equations. One advantage is that there is no need to solve a nonlinear equation at every iteration, as compared with other implicit methods such as backward difference formulas or implicit Runge–Kutta methods. In this article, we introduce a trust-region technique to select the time steps of a second-order Rosenbrock method for a special initial-value problem, namely, a gradient system obtained from an unconstrained optimization problem. The technique is different from the local error approach. Both local and global convergence properties of the new method for solving an equilibrium point of the gradient system are addressed. Finally, some promising numerical results are also presented. This research was supported in part by Grant 2007CB310604 from National Basic Research Program of China, and #DMS-0404537 from the United States National Science Foundation, and Grant #W911NF-05-1-0171 from the United States Army Research Office, and the Research Grant Council of Hong Kong.     

Stability of random attractors under perturbation and approximation

The comparison of the long-time behaviour of dynamical systems and their numerical approximations is not straightforward since in general such methods only converge on bounded time intervals. However, one can still compare their asymptotic behaviour using the global attractor, and this is now standard in the deterministic autonomous case. For random dynamical systems there is an additional problem, since the convergence of numerical methods for such systems is usually given only on average. In this paper the deterministic approach is extended to cover stochastic differential equations, giving necessary and sufficient conditions for the random attractor arising from a random dynamical system to be upper semi-continuous with respect to a given family of perturbations or approximations.     

The diffusive relaxation limit of non-isentropic Euler-Maxwell equations for plasmas

This paper concerns the non-isentropic Euler-Maxwell equations for plasmas with short momentum relaxation time. With the help of the Maxwell-type iteration, it is obtained that, as the relaxation time tends to zero, periodic initial-value problem of certain scaled non-isentropic Euler-Maxwell equations has unique smooth solutions existing in the time interval where the corresponding classical drift-diffusion model has smooth solutions. Meanwhile, we justify a formal derivation of the corresponding drift-diffusion model from the non-isentropic Euler-Maxwell equations.     

Stability of two IMEX methods, CNLF and BDF2-AB2, for uncoupling systems of evolution equations

Stability is proven for two second order, two step methods for uncoupling a system of two evolution equations with exactly skew symmetric coupling: the Crank-Nicolson Leap-Frog (CNLF) combination and the BDF2-AB2 combination. The form of the coupling studied arises in spatial discretizations of the Stokes-Darcy problem. For CNLF we prove stability for the coupled system under the time step condition suggested by linear stability theory for the Leap-Frog scheme. This seems to be a first proof of a widely believed result. For BDF2-AB2 we prove stability under a condition that is better than the one suggested by linear stability theory for the individual methods.     

Conservative finite-difference scheme for computer simulation of contrast 3D spatial-temporal structures induced by a laser pulse in a semiconductor

The numerical approach for computer simulation of femtosecond laser pulse interaction with a semiconductor is considered under the formation of 3D contrast time-dependent spatiotemporal structures. The problem is governed by the set of nonlinear partial differential equations describing a semiconductor characteristic evolution and a laser pulse propagation. One of the equations is a Poisson equation concerning electric field potential with Neumann boundary conditions that requires fulfillment of the well-known condition for Neumann problem solvability. The Poisson equation right part depends on free-charged particle concentrations that are governed by nonlinear equations. Therefore, the charge conservation law plays a key role for a finite-difference scheme construction as well as for solvability of the Neumann difference problem. In this connection, the iteration methods for the Poisson equation solution become preferable than using direct methods like the fast Fourier transform. We demonstrate the following: if the finite-difference scheme does not possess the conservatism property, then the problem solvability could be broken, and the numerical solution does not correspond to the differential problem solution. It should be stressed that for providing the computation in a long-time interval, it is crucial to use a numerical method that possessing asymptotic stability property. In this regard, we develop an effective numerical approach—the three-stage iteration process. It has the same economic computing expenses as a widely used split-step method, but, in contrast to the split-step method, our method possesses conservatism and asymptotic stability properties. Computer simulation results are presented.     

Introduction to the theory of functional differential equations and their applications. Group approach

In this work, we give an introduction to the theory of nonlinear functional differential equations of pointwise type on a finite interval, semi-axis, or axis. This approach is based on the formalism using group peculiarities of such differential equations. For the main boundary-value problem and the Euler-Lagrange boundary-value problem, we consider the existence and uniqueness of the solution, the continuous dependence of the solution on boundary-value and initial-value conditions, and the “roughness” of functional differential equations in the considered boundary-value problems. For functional differential equations of pointwise type we also investigate the pointwise completeness of the space of solutions for given boundary-value conditions, give an estimate of the rank for the space of solutions, describe types of degeneration for the space of solutions, and establish conditions for the “smoothness” of the solution. We propose the method of regular extension of the class of ordinary differential equations in the class of functional differential equations of pointwise type. __________ Translated from Sovremennaya Matematika. Fundamental’nye Napravleniya (Contemporary Mathematics. Fundamental Directions), Vol. 8, Functional Differential Equations, 2004.     

On first- and second-order difference schemes for differential-algebraic equations of index at most two

Difference schemes of the Euler and trapezoidal types for the numerical solution of the initial-value problem for linear differential-algebraic equations are examined. These schemes are analyzed for model examples, and their superiority over the familiar first- and second-order implicit methods is shown. Conditions for the convergence of the proposed algorithms are formulated.